+13.7%
MCD vs LUNR
+53.5%
-39.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.5% |
| 7D | -2.8% | -3.6% | +0.8% | -2.8% |
| 30D | -6.0% | +5.9% | -11.9% | -6.0% |
| 3M | -5.6% | -56.0% | +50.4% | -5.7% |
| 6M | -21.9% | -20.5% | -1.4% | -21.9% |
| YTD | -14.7% | -8.7% | -6.0% | -14.7% |
| 1Y | -17.3% | +75.9% | -93.2% | -17.1% |
| 3Y | -2.2% | +202.9% | -205.0% | -1.9% |
| All | +13.7% | +53.5% | -39.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling